Anic Equity¶

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Total return since start: 0.595 %¶

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Equity now: -----------------------------> 48711.72 Kr¶

Max Equity ever reached: ------------> 52072.52 Kr¶

Portfolio value: --------------------------> 46510.2 Kr¶

PnL: ---------------------------------------> -1712.05 Kr¶

DD now: ---------------------------------> -6.454 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-03-13 17:16:07.799097'

Anic Portfolio¶

Today¶

Return: 0.496 %¶

This Week¶

Return: 0.496 %¶

Total¶

Return: 59.47 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Sivers Semiconductors 90 -10.160000 819.900000 121.900000 17.460000 698.000040
Nordisk Bergteknik B 130 -1.210000 4251.000000 87.000000 2.090000 4163.999970
Tobii Dynavox 109 0.640000 2808.390000 86.390000 3.170000 2721.999993
VBG GROUP B 4 -3.260000 652.000000 44.000000 7.240000 608.000000
Stillfront Group 38 -0.680000 720.860000 34.860000 5.080000 686.000016
MEKO 13 -1.300000 1574.300000 20.300000 1.310000 1554.000006
Vitec Software Group B 1 -0.730000 499.800000 14.800000 3.050000 485.000000
Embracer Group B 14 -1.460000 700.000000 11.000000 1.600000 689.000004
Tietoevry 2 -1.930000 648.800000 10.800000 1.690000 638.000000
SKF A 3 -2.980000 595.200000 2.200000 0.370000 593.000001
Mycronic 3 -2.160000 653.400000 1.400000 0.210000 651.999999
G5 Entertainment 3 -0.520000 571.800000 -0.200000 -0.030000 572.000001
SKF B 3 -3.560000 592.800000 -3.200000 -0.540000 596.000001
Addnode Group B 6 -1.510000 703.200000 -5.800000 -0.820000 709.000002
ASSA ABLOY B 2 -1.290000 504.000000 -10.000000 -1.950000 514.000000
Avanza Bank Holding 2 -2.500000 499.400000 -11.600000 -2.270000 511.000000
Husqvarna A 7 -2.770000 615.300000 -17.700000 -2.800000 632.999997
ACQ Bure SPAC 36 -0.310000 3466.800000 -23.200000 -0.660000 3489.999984
Husqvarna B 7 -2.740000 615.860000 -24.140000 -3.770000 639.999997
Loomis 6 -2.500000 2016.000000 -27.000000 -1.320000 2043.000000
Collector Bank 29 -5.170000 1205.680000 -28.320000 -2.290000 1233.999996
ITAB Shop Concept 56 -4.530000 660.800000 -30.200000 -4.370000 691.000016
Lagercrantz Group B 5 -0.430000 576.500000 -30.500000 -5.020000 607.000000
Fastighetsbolag. Emilshus Pref 21 -3.250000 531.300000 -30.700000 -5.460000 562.000005
Arion Banki SDB 61 -1.280000 661.240000 -35.760000 -5.130000 697.000030
Swedbank A 3 -3.090000 578.700000 -39.300000 -6.360000 618.000000
Rejlers B 6 -3.400000 919.200000 -42.800000 -4.450000 961.999998
Norva24 Group 12 -1.630000 361.920000 -45.330000 -11.130000 407.250000
Mips 1 -0.100000 483.100000 -45.900000 -8.680000 529.000000
Dustin Group 18 -4.550000 611.280000 -58.720000 -8.760000 669.999996
Viaplay Group B 4 -2.590000 976.800000 -60.200000 -5.810000 1037.000000
Nordea Bank Abp 30 -4.110000 3697.200000 -65.800000 -1.750000 3762.999990
AFRY 3 -2.410000 521.400000 -73.600000 -12.370000 594.999999
Fastighetsbolaget Emilshus B 23 14.840000 620.430000 -74.570000 -10.730000 694.999993
Beijer Alma B 9 -0.970000 1845.000000 -109.000000 -5.580000 1953.999999
RVRC Holding 17 -1.920000 557.260000 -125.740000 -18.410000 683.000007
Fasadgruppen Group 38 1.170000 3929.200000 -260.800000 -6.220000 4190.000004
Alimak Group 11 -0.160000 694.100000 -298.900000 -30.100000 992.999997
Camurus 16 -2.790000 3561.600000 -576.400000 -13.930000 4138.000000
TOTAL 46501.520000 -1720.730000 -6.4737% 48222.250041

Updated:¶

'2023-03-13 17:15:41.175190'
None

Last optimization/rebalancing:¶

'2023-02-12'

Next optimization/rebalancing:¶

'2023-03-24'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶